I don't remember what got us started with shadow puppets. It was a long time ago, my children were very little. The creativity that came from this hobby and the fun is worth passing along.
You can start with using your hands to make creatures on the walls. That is a tiny beginning. Be sure the light source is the correct distance from the hands (takes a bit of testing) Be sure that no hot light bulbs get near the children. The hands should be near to the wall but not touching. If they pull their hands back the creatures grow larger!
The next step is to make paper puppets on sticks or wires and use them to make shadows on the wall.
As you can see in the photo at the top there is another way to do Shadow puppets and that is to make them from black card stock and hold the puppets against an oiled screen. Many cultures have done puppets this way and they are amazing and beautiful. My traveling friends told me all about some they saw in Turkey. Full cultural stories all told with intricate shadows.
Chinese Shadow puppets